基于實(shí)物期權(quán)的鈾礦項(xiàng)目經(jīng)濟(jì)評(píng)價(jià)方法與應(yīng)用.pdf

1、787856分類號(hào)UDC密級(jí)編號(hào)南華大學(xué)碩士學(xué)位論文基于實(shí)物期權(quán)的鈾礦項(xiàng)目經(jīng)濟(jì)評(píng)價(jià)方法與應(yīng)用研究，卜姓韜：指導(dǎo)教師姓名、彤稱：學(xué)科、專業(yè)名稱：研究力‘向：張超楊建明副教授采礦工程礦業(yè)經(jīng)濟(jì)與系統(tǒng)T程2005年5月TheMethodofeconomicevaluationandapplicationofuraniumoreprojectbasedonrealoptionAbstractUraniumisthereactorfuelofnuc

2、learpowerstationandnuclearweaponsmaterial，itoccupytheimportantpositioninournationaleconomyandinthesafeofnationaldefence，Inordertoavoidblindlyexploitingandcausingresourcestowaste，sotheeconomicevaluationoftheuraniumoreproj

3、ectisimportantThevalueoftheuraniumoreprojectisnotonlyinfluencedbyuraniumproductpricefluctuation，butalsotheprospectingofintemationalpoliticalsituationandthewar，exploitingdegreeofuraniumresource，thedevelopmentoftechnicalof

4、miningandsmeltingThesefactorsofteninfluencetheeconomicevaluationofuraninmoreprojcctMethodsoftraditioneconomicevaluationdonotestimatethevaluewhichbroughtbytheseuncertainfactors，caD_’treflectcorrectlythetruevalueofuraniumo

5、reprojcctTheoptionmethodisakindofmethodofeconomicevaluationinrecentlyitconsiderstheinfluenceoftheuncertainfactors，anditissuitingforappraisingtheprojectofmanagingflexibilityandstrategicgrowthInthepassage，thechapterconside

6、rtheUraniumoreprojectpossessthecharacteristicsofrealoption，andpredictfutureUraniumproductpriceaccordingtohistoricalpricedataandcalculatetheimportanturaniumpricefluctuatingintherealoptionBasedonrealoptionandthecharacteris

7、ticsofexploitinguraniLllnoreproject，constructedBlack—Scholesmodel，themathematicmoduleofoptionpricingwithjumpdiffusionprocess，themoduleofoptionofstochasticinterestrateandthemoduleofbinomiMoptionfortheprojectofeconomiceval

8、uationofuraniumoreUsinganuraniumoreprojectasanexample，adoptingtraditionalpresentvaluemethod(NPV)，BlackScholesmodel，themoduleofbinomialoptionWethinkthatwhenweevaluateeconomicvalueoftheuraniumoreprojectbytherealoptionmetho